deadbandVD {deadband} | R Documentation |
This function allows you to compute the Volatility Deadband(VD) algorithm
deadbandVD(x, d, offset, k)
x |
The vector of the samples before the deadband algorithm |
d |
Deadband percent parameter in range 0..1 |
offset |
How many sample do you want skip at begin? Defaults is n=20 |
k |
multiplier used in Bollinger theory |
A list containing the L2 distance and the Number of filtered samples
deadbandVD(rnorm(40, mean = 0, sd = 1),0.01,20,2)